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Simulation

Posted By osuntok 7 Years Ago
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Posted Tuesday May 04 2010
I tried to run a backtest on S&P 500 Futures with Interactive Brokers Data Feeds and got this error message: "Attempted to open position during the lead bar period" Can anybody work me through how to resolve this?

Thanks

Posted Wednesday May 05 2010
You can either eliminate lead bars, or put a check around your OpenPosition call

if (!SystemData.InLeadBars)
{
OpenPosition ...
}

osuntok (5/4/2010)
I tried to run a backtest on S&P 500 Futures with Interactive Brokers Data Feeds and got this error message: "Attempted to open position during the lead bar period" Can anybody work me through how to resolve this?

Thanks


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